Results 131 to 140 of about 26,844 (296)
ABSTRACT This study evaluates whether the relative performance of gross domestic product forecasting models is temporally robust across economies and changing macroeconomic conditions. Using annual real gross domestic product data from the World Bank for 177 separately reported economies and territories, we conduct a common‐vintage pseudo‐out‐of‐sample
Achilleas Tampouris, Chaido Dritsaki
wiley +1 more source
INNOVATIVE APPROACH TO EVALUATION OF MANAGEMENT DECISIONS (theoretic and practical issues)
Effectiveness of management decisions may be assessed through such criteria as admissibility, efficiency and optimization effect. Management decision expressed in qualitative form is optimal only in case the aim is single, the restrictions are formulated
S. L. Savin
doaj
Loss‐Aware Forecast Construction for Realized Variance
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
Admissibility: Formal Candidate
This component contains the formal-candidate paper in the admissibility pressure ...
Zhaoxun Yun
core +3 more sources
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
Admissibility: Geometric Pressure
This component contains the geometric-pressure paper in the admissibility pressure ...
Zhaoxun Yun
core +3 more sources
Abstract The term femicide, widely used in reference to the “killing of a woman because she is a woman,” has been questioned on the ground that it implies unequal dignity of men and women victims of gender related death. This position called for an analysis of the terminology used to describe and define the various forms of killing of women and men. We
Giuseppe Benagiano +3 more
wiley +1 more source
Fiscal Policy Regimes in Resource‐Rich Economies
ABSTRACT We analyse fiscal policy in resource‐rich economies using a novel Bayesian regime‐switching panel model. The identified regimes capture pro‐ or countercyclical fiscal behaviour by allowing regime‐specific shifts in the average fiscal stance, while the switches between the regimes have the interpretation of changes in fiscal policy.
Hilde C. Bjørnland +3 more
wiley +1 more source
ABSTRACT As global populations age, organizations face increasing pressure to support an age‐diverse workforce. Although age‐diversity practices have been shown to yield individual benefits, their temporal impact on broader evaluations of the organization such as employees' company ratings remains underexplored.
Claudia C. Kitz +3 more
wiley +1 more source

